+418.4%
CSX vs ALLY
+172.1%
+246.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +3.1% | -2.1% | +5.2% | +3.8% |
| 30D | +9.7% | +2.0% | +7.7% | +8.9% |
| 3M | +4.9% | -13.3% | +18.2% | +9.9% |
| 6M | +18.4% | -9.9% | +28.2% | +21.9% |
| YTD | +45.9% | -13.5% | +59.4% | +51.6% |
| 1Y | +50.0% | -2.8% | +52.8% | +49.6% |
| 3Y | +78.0% | +63.4% | +14.6% | +42.9% |
| 5Y | +59.2% | -10.9% | +70.0% | +51.9% |
| All | +418.4% | +172.1% | +246.3% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling